The Master Equation and the Convergence Problem in Mean Field Games
From MaRDI portal
Publication:4558972
DOI10.1515/9780691193717zbMath1430.91002arXiv1509.02505MaRDI QIDQ4558972
Jean-Michel Lasry, François Delarue, Pierre-Louis Lions, Pierre Cardaliaguet
Publication date: 30 November 2018
Full work available at URL: https://arxiv.org/abs/1509.02505
91A06: (n)-person games, (n>2)
91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
91A16: Mean field games (aspects of game theory)
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